Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
DOI10.1016/J.EJOR.2014.08.028zbMATH Open1338.62192OpenAlexW2025056434MaRDI QIDQ299808FDOQ299808
Panayotis G. Michaelides, Efthymios G. Tsionas, Konstantinos N. Konstantakis, Angelos T. Vouldis
Publication date: 23 June 2016
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2014.08.028
Recommendations
- Bayesian Estimation of Cost Functions with Stochastic or Exact Constraints on Parameters
- scientific article; zbMATH DE number 4174179
- Bayesian premium and asymptotic approximation for a class of loss functions
- A unified framework for evaluating bounds on the Bayesian cost.
- Bayesian methods in global optimization
- Bayesian Monte Carlo for the Global Optimization of Expensive Functions
- Asymptotics in Bayesian decision theory with applications to global robustness
- Application of Bayesian approach to numerical methods of global and stochastic optimization
- Default Bayesian analysis with global-local shrinkage priors
- Bayesian estimation of the efficient frontier
Bayesian inference (62F15) Applications of statistics to economics (62P20) Production theory, theory of the firm (91B38)
Cites Work
- Artificial neural networks: an econometric perspective∗
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- Monte Carlo sampling methods using Markov chains and their applications
- Equation of State Calculations by Fast Computing Machines
- Data Envelopment Analysis as Nonparametric Least-Squares Regression
- Imposing curvature restrictions on flexible functional forms
- A Bayesian approach to imposing curvature on distance functions
- Flexible Functional Forms and Global Curvature Conditions
- Production Function Estimation: Reviving the Primal
- Multilayer feedforward networks are universal approximators
- Unbiased determination of production technologies
- Nonparametic kernel regression with multiple predictors and multiple shape constraints
- Imposing economic constraints in nonparametric regression: survey, implementation, and extension
- Time series forecasting with neural network ensembles: an application for exchange rate prediction
Cited In (10)
- Operational research and artificial intelligence methods in banking
- Shape constraints in economics and operations research
- Bounded rationality and thick frontiers in stochastic frontier analysis
- Neglected chaos in international stock markets: Bayesian analysis of the joint return-volatility dynamical system
- Supply chains and fake news: a novel input-output neural network approach for the us food sector
- Smooth approximations to monotone concave functions in production analysis: an alternative to nonparametric concave least squares
- Evaluating the semi-nonparametric Fourier, aim, and neural networks cost functions
- Estimating stochastic production frontiers: a one-stage multivariate semiparametric Bayesian concave regression method
- On a high-dimensional model representation method based on copulas
- Title not available (Why is that?)
This page was built for publication: Global approximation to arbitrary cost functions: a Bayesian approach with application to US banking
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q299808)
